Generic minimizing behavior in semi-algebraic optimization
Optimization and Control
2015-04-30 v1
Abstract
We present a theorem of Sard type for semi-algebraic set-valued mappings whose graphs have dimension no larger than that of their range space: the inverse of such a mapping admits a single-valued analytic localization around any pair in the graph, for a generic value parameter. This simple result yields a transparent and unified treatment of generic properties of semi-algebraic optimization problems: "typical" semi-algebraic problems have finitely many critical points, around each of which they admit a unique "active manifold" (analogue of an active set in nonlinear optimization); moreover, such critical points satisfy strict complementarity and second-order sufficient conditions for optimality are indeed necessary.
Cite
@article{arxiv.1504.07694,
title = {Generic minimizing behavior in semi-algebraic optimization},
author = {D. Drusvyatskiy and A. D. Ioffe and A. S. Lewis},
journal= {arXiv preprint arXiv:1504.07694},
year = {2015}
}
Comments
25 pages